Tools for Remote Desktop with Relay feature

Is there good tool that can do same thing as windows 'mstsc' and also has some features, like save different session info, so don't need to remember difference IP/ID/pwd. Thanks.

EDIT: Since I can't directly RDP to remote hosts, instead, I have to RDP to a terminal server and RDP from their to my destination. Is there client that can relay my connection from local and pass through the terminal to the real destination?

Solution 1:

I use RD Tabs. http://www.avianwaves.com/tech/tools/rdtabs/

small light weight and just works.

Solution 2:

I'm a fan of the Terminals program - does a lot more than RDP as well if you need that.

Solution 3:

Check out mRemote, not sure I could function without it.